-16.6%
CRH vs DGX
+45.7%
-62.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.4% | -3.0% | -3.3% |
| 7D | +5.3% | +0.7% | +4.6% | +5.2% |
| 30D | +14.2% | +11.5% | +2.6% | +12.9% |
| 3M | -4.2% | +8.4% | -12.6% | -5.1% |
| 6M | -14.5% | +34.5% | -49.0% | -16.7% |
| YTD | -22.7% | +49.3% | -71.9% | -21.8% |
| 1Y | -16.6% | +45.3% | -61.9% | -15.5% |
| All | -16.6% | +45.7% | -62.2% | -15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded DGX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling